841 citations · 1.1k across the 16 of their papers we have counts for
4 papers · 1 filter
Selective inference after cross-validation
Joshua R. Loftus
This paper describes a method for performing inference on models chosen by cross-validation. When the test error being minimized in cross-validation is a residual sum of squares it…
Selective inference in regression models with groups of variables
Joshua R. Loftus, Jonathan E. Taylor
We provide a general mathematical framework for selective inference with supervised model selection procedures characterized by quadratic forms in the outcome variable. Forward ste…
A significance test for forward stepwise model selection
Joshua R. Loftus, Jonathan E. Taylor
We apply the methods developed by Lockhart et al. (2013) and Taylor et al. (2013) on significance tests for penalized regression to forward stepwise model selection. A general fram…
Tests in adaptive regression via the Kac-Rice formula
Jonathan Taylor, Joshua Loftus, Ryan Tibshirani
We derive an exact p-value for testing a global null hypothesis in a general adaptive regression problem. The general approach uses the Kac-Rice formula, as described in (Adler & T…